change of order of integration
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1: Bibliography L
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Changing the order of integration.
J. Austral. Math. Soc. 11, pp. 421–432.
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Addendum to: “Changing the order of integration”.
J. Austral. Math. Soc. 14, pp. 383–384.
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2: 1.5 Calculus of Two or More Variables
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Change of Order of Integration
…3: 19.28 Integrals of Elliptic Integrals
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4: 2.6 Distributional Methods
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►Motivated by Watson’s lemma (§2.3(ii)), we substitute (2.6.2) in (2.6.1), and integrate term by term.
…Inserting (2.6.2) into (2.6.1) and integrating formally term-by-term, we obtain
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►The Stieltjes
transform of is defined by
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►On substituting (2.6.15) into (2.6.26) and interchanging the order of integration, the right-hand side of (2.6.26) becomes
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►In terms of the convolution product
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5: 1.17 Integral and Series Representations of the Dirac Delta
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►Formal interchange of the order of integration in the Fourier integral formula ((1.14.1) and (1.14.4)):
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►In the language of physics and applied mathematics, these equations indicate the normalizations chosen for these non- improper eigenfunctions of the differential operators (with derivatives respect to spatial co-ordinates) which generate them; the normalizations (1.17.12_1) and (1.17.12_2) are explicitly derived in Friedman (1990, Ch. 4), the others follow similarly.
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►Formal interchange of the order of summation and integration in the Fourier summation formula ((1.8.3) and (1.8.4)):
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6: 2.10 Sums and Sequences
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►Assume that , and are integers such that , , and is absolutely integrable over .
Then
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►This identity can be used to find asymptotic approximations for large when the factor
changes slowly with , and is oscillatory; compare the approximation of Fourier integrals by integration by parts in §2.3(i).
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(b´)
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►In these circumstances the integrals in (2.10.28) are integrable by parts times, yielding
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On the circle , the function has a finite number of singularities, and at each singularity , say,
2.10.30
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where is a positive constant.
7: Errata
8: Philip J. Davis
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►An interesting anecdote told by Davis reveals that he and mathematician Philip Rabinowitz were dubbed “Heroes of the SEAC” when their Gaussian integration code executed correctly on its first run.
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►Davis also co-authored a second Chapter, “Numerical Interpolation, Differentiation, and Integration” with Ivan Polonsky.
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►Olver had been recruited to write the Chapter “Bessel Functions of Integer Order” for A&S by Milton Abramowitz, who passed away suddenly in 1958.
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►The surface color map can be changed from height-based to phase-based for complex valued functions, and density plots can be generated through strategic scaling.
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9: 2.5 Mellin Transform Methods
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§2.5(i) Introduction
… ►We now apply (2.5.5) with , and then translate the integration contour to the right. … ►Let and be locally integrable on and …Also, let … ►(The last order estimate follows from the Riemann–Lebesgue lemma, §1.8(i).) …10: 2.3 Integrals of a Real Variable
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